326 lines
8.5 KiB
Markdown
326 lines
8.5 KiB
Markdown
# Freqtrade 实盘部署全流程
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从零部署 Freqtrade 交易机器人到 Vultr 服务器，运行 OKX USDT-M 永续合约实盘交易。
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---
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## 1. 服务器信息
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| 项目 | 详情 |
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|------|------|
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| 服务商 | Vultr |
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| IP | `104.156.239.5` |
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| 系统 | Ubuntu 22.04 |
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| 配置 | 2 vCPU / 2GB RAM / 61GB SSD |
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| 部署路径 | `/opt/freqtrade/` |
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| SSH 用户 | `root` |
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| SSH 密钥 | 本机 `~/.ssh/id_rsa` |
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| 跳板 | 通过阿里云 ecs 跳板（ProxyJump） |
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### SSH 配置
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在本机 `~/.ssh/config` 中添加：
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```
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Host vultr
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HostName 104.156.239.5
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User root
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IdentityFile ~/.ssh/id_rsa
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IdentitiesOnly yes
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ProxyJump ecs
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```
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连接命令：`ssh vultr`
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### 端口
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| 端口 | 用途 |
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|------|------|
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| 22 | SSH |
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| 8080 | Freqtrade API Server / freqUI |
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---
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## 2. 前置依赖安装
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```bash
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# 更新系统
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ssh vultr "apt update && apt install -y software-properties-common"
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# 安装 Python 3.12（Ubuntu 22.04 默认 3.10 不满足 freqtrade >=3.11）
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ssh vultr "add-apt-repository -y ppa:deadsnakes/ppa && apt install -y python3.12 python3.12-venv python3.12-dev"
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# 安装构建依赖
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ssh vultr "apt install -y build-essential git curl"
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# 配置防火墙
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ssh vultr "ufw allow 22/tcp && ufw allow 8080/tcp"
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```
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---
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## 3. 部署 Freqtrade
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### 3.1 克隆仓库
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```bash
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# 方式一：从 Gitea 克隆（推荐）
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ssh vultr "git clone https://git.looq.fun/liam/freqtrade-deploy.git /opt/freqtrade"
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# 方式二：从本机 scp 推送
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scp -o ProxyJump=ecs -r /root/agents/freqtrade vultr:/opt/freqtrade
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```
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### 3.2 创建虚拟环境并安装
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```bash
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ssh vultr "cd /opt/freqtrade && python3.12 -m venv .venv && .venv/bin/pip install -e ."
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```
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### 3.3 安装 freqUI
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```bash
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ssh vultr "cd /opt/freqtrade && .venv/bin/freqtrade install-ui"
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```
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---
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## 4. 配置
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### 4.1 部署策略文件
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将策略文件推送到服务器：
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```bash
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scp -o ProxyJump=ecs user_data/strategies/multi_asset_channel_breakout_v5.py \
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vultr:/opt/freqtrade/user_data/strategies/
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```
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### 4.2 配置 config.json
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在 `/opt/freqtrade/user_data/config.json` 中配置以下关键项：
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```json
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{
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"max_open_trades": 2,
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"stake_currency": "USDT",
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"stake_amount": "unlimited",
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"tradable_balance_ratio": 0.99,
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"dry_run": false,
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"timeframe": "15m",
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"stoploss": -0.80,
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"trading_mode": "futures",
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"margin_mode": "isolated",
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"exchange": {
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"name": "okx",
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"key": "e756108d-f14c-4777-8351-cd989f389dd2",
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"secret": "BC4579AEE9816ED4A38218910B6EC278",
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"password": "30l9L666.",
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"ccxt_config": {"hostname": "www.okx.cab"},
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"ccxt_async_config": {"hostname": "www.okx.cab"},
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"pair_whitelist": ["BTC/USDT:USDT", "ETH/USDT:USDT"]
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},
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"pairlists": [{"method": "StaticPairList"}],
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"api_server": {
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"enabled": true,
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"listen_ip_address": "0.0.0.0",
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"listen_port": 8080,
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"username": "liam",
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"password": "30l9L666"
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},
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"webhook": {
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"enabled": true,
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"url": "https://open.feishu.cn/open-apis/bot/v2/hook/2b1bc9a6-b470-447f-b783-1b253dcf522c"
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},
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"strategy": "MultiAssetChannelBreakoutV5",
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"strategy_path": "user_data/strategies/",
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"initial_state": "running"
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}
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```
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**OKX API Key 说明：**
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- key: `e756108d-f14c-4777-8351-cd989f389dd2`
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- secret: `BC4579AEE9816ED4A38218910B6EC278`
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- password: `30l9L666.`
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- hostname: `www.okx.cab`（OKX 国内加速域名，非 `www.okx.com`）
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- 该 key 无 IP 限制（`ip: "0"`），任何服务器都能用
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**freqUI 登录：**
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- 地址：`http://104.156.239.5:8080/`
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- 用户名：`liam`
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- 密码：`30l9L666`
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---
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## 5. Systemd 服务
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### 5.1 创建服务文件
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```bash
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ssh vultr "cat > /etc/systemd/system/freqtrade.service << 'EOF'
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[Unit]
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Description=Freqtrade Trading Bot
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After=network-online.target
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Wants=network-online.target
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[Service]
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Type=simple
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User=root
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WorkingDirectory=/opt/freqtrade
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ExecStart=/opt/freqtrade/.venv/bin/freqtrade trade -c user_data/config.json
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Restart=on-failure
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RestartSec=10
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[Install]
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WantedBy=multi-user.target
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EOF"
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```
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### 5.2 启用并启动
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```bash
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ssh vultr "systemctl daemon-reload && systemctl enable freqtrade && systemctl start freqtrade"
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```
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---
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## 6. 验证部署
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```bash
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# 1. 检查服务状态
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ssh vultr "systemctl status freqtrade --no-pager"
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# 2. 检查 API 响应
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curl -s http://104.156.239.5:8080/api/v1/ping
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# 应返回: {"status":"pong"}
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# 3. 检查策略加载
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ssh vultr "journalctl -u freqtrade --no-pager -n 30 | grep -E 'strategy|timeframe|RUNNING'"
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# 4. 检查交易对白名单
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ssh vultr "journalctl -u freqtrade --no-pager | grep 'Whitelist with'"
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# 5. 访问 Web UI
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open http://104.156.239.5:8080/
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```
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---
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## 7. 运维命令
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```bash
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# 查看服务状态
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ssh vultr "systemctl status freqtrade --no-pager"
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# 查看实时日志
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ssh vultr "journalctl -u freqtrade.service -f"
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# 查看最近 50 行日志
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ssh vultr "journalctl -u freqtrade.service --no-pager -n 50"
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# 重启服务（部署新策略或修改配置后）
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ssh vultr "systemctl restart freqtrade"
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# 停止服务
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ssh vultr "systemctl stop freqtrade"
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# 查看交易记录（SQLite）
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ssh vultr "cd /opt/freqtrade && python3 -c \"
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import sqlite3
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conn = sqlite3.connect('tradesv3.sqlite')
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conn.row_factory = sqlite3.Row
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rows = conn.execute('SELECT id,pair,open_rate,close_rate,close_profit_abs,exit_reason FROM trades ORDER BY id').fetchall()
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for r in rows:
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print(dict(r))
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conn.close()
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\""
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```
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---
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## 8. 当前线上配置摘要
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| 配置项 | 值 |
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|--------|------|
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| 策略 | MultiAssetChannelBreakoutV5 |
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| 交易所 | OKX |
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| 交易模式 | USDT-M 永续合约 / 逐仓 |
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| 币对 | BTC/USDT, ETH/USDT |
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| 时间周期 | 15m |
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| 杠杆 | 10x（策略内固定） |
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| 最大持仓 | 2 |
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| 硬止损 | -80%（config 与策略 `stoploss=-0.80` 一致；10x 杠杆下=价格 -8%） |
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| 资金量 | unlimited（全仓比例 99%） |
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| API Server | 0.0.0.0:8080 |
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| 飞书 Webhook | 已启用 |
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| UI | FreqUI |
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---
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## 9. 策略说明（MultiAssetChannelBreakoutV5）
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### 9.1 核心逻辑
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| 模块 | 说明 |
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|------|------|
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| 指标 | ATR(10) 波动率 + SMA 长均线 + 通道上下轨 + ADX(14) 动量 |
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| 入场 | 收盘价突破动态上轨 **且** 在长均线上方 **且** ADX > 28 |
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| 入场确认 | 实时下单防追高（偏离信号 K 线收盘价 >1% 取消）+ 防假突破（价格不低于信号 K 线均线和上轨） |
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| 出场 | 收盘价跌破动态退出线（下轨 + ATR × 0.19） |
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| 止损 | 分段：盈利 >5% 保本、>15% 允许 10% 回撤、>30% 允许 10% 回撤，其余靠 -8% 硬止损 |
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| 杠杆 | 固定 10x |
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### 9.2 关键参数
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| 参数 | 默认值 | 说明 |
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|------|--------|------|
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| `up_line_span` | 340 | 上轨窗口（15m K 线数，约 3.5 天） |
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| `up_line_offset` | -0.18 | 上轨 ATR 偏移（负值=上轨低于最高点，降低入场门槛） |
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| `buy_stop_profit_span` | 141 | 下轨窗口 |
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| `buy_stop_profit_offset` | 0.19 | 下轨 ATR 偏移 |
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| `ma_span_long_days` | 2 | 长均线天数（2×96=192 根 15m K 线） |
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| `adx_threshold` | 28 | 动量过滤阈值 |
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| `startup_candle_count` | 600 | 预热 K 线数 |
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### 9.3 策略文件位置
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| 位置 | 文件 |
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|------|------|
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| 本地 | `user_data/strategies/multi_asset_channel_breakout_v5.py` |
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| 服务器 | `/opt/freqtrade/user_data/strategies/multi_asset_channel_breakout_v5.py` |
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| 备份 | `skills/core/` |
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---
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## 10. 更换策略流程
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```bash
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# 1. 修改策略文件
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# 本地编辑 user_data/strategies/xxx.py
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# 2. 推送到服务器
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scp -o ProxyJump=ecs user_data/strategies/xxx.py vultr:/opt/freqtrade/user_data/strategies/
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# 3. 修改 config.json 中的 strategy 名称和 timeframe
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ssh vultr "sed -i 's/\"strategy\": \"旧策略\"/\"strategy\": \"新策略\"/' /opt/freqtrade/user_data/config.json"
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# 4. 重启服务
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ssh vultr "systemctl restart freqtrade"
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# 5. 验证
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ssh vultr "journalctl -u freqtrade --no-pager -n 20 | grep -E 'strategy|RUNNING|Error'"
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```
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---
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## 11. 注意事项
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- **SSH 跳板**：必须通过 `ProxyJump ecs` 走阿里云跳板，直连 Vultr 会超时
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- **Python 版本**：Ubuntu 22.04 默认 3.10，必须装 3.12
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- **OKX hostname**：用 `www.okx.cab` 而非 `www.okx.com`，国内访问 okx.com 受限
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- **时区**：服务器保持 UTC，所有交易所时间戳和 freqtrade 内部均用 UTC
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- **Warmup**：策略启动时通过 REST 拉取历史 K 线（startup_candle_count=600），约 3 次 API 调用，完成后图表立即可用
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- **仅做多**：`can_short = False`
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- **ROI 禁用**：`minimal_roi = {"0": 100}`，全部由信号出场和 custom_stoploss 处理
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- **服务自恢复**：`Restart=on-failure` + `RestartSec=10`，进程崩溃 10 秒后自动重启
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